Modelling pairwise dependence of maxima in space

By Philippe Naveau, Armelle Guillou, Daniel Cooley, Jean Diebolt. 2009

149 citations recorded by the source corpus.

Subfields: Environmental Engineering, Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/6fd8ec64f5cf527864cbd174a049624528dd1963

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In Environmental Engineering

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Citations in the corpus

Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (2014, methodology): “he converse is also true. In other words, (w) tells us how far away X is from the complete dependence case. For the bivariate case, our denition of (w) is slightly dierent from the one proposed byNaveau et al. (2009). Here, we use the bivariate vector fF1=w 1 1 (X 1);F 1=w 2 2 (X 2)g instead of the ”
Statistical Modeling of Spatial Extremes (2012, background): “Cooley, Naveau and Poncet (2006) discuss estimation of the extremal coefficient based on the madogram, which is extended by Naveau et al. (2009) to the setting in which maxima of a stationary process are observed at many points in space and it is required to estimate the extremal coefficient as a…”
Geostatistics of extremes (2012, methodology): “A (2012) Pauli & Coles (2001), Chavez-Demoulin & Davison (2005) and Padoan & Wand (2008) describe approaches to more flexible modelling, applied by Ramesh & Davison (2002) and Butler et al. (2007).”
Conditional sampling for spectrally discrete max-stable random fields (2010, methodology): “ modeling and estimation of the dependence for multivariate extremes. In this context, building adequate maxstable processes and random ﬁelds play a key role. See e.g. [14], [2], [25], [26], [5], and [20]. Our present work is motivated by an important and long-standing challenge, namely, the predict”
A review of statistical methods to analyze extreme precipitation and temperature events in the Mediterranean region (2019, methodology): “While the block maxima method could be easier in its application, as the time blocks are naturally appearing (Naveau et al. 2009; Van den Brink et al. 2005; De Valk 1993), the POT method is often preferred for its efficiency in describing the extreme’s behavior.”
Mapping extreme snowfalls in the French Alps using max‐stable processes (2013, background): “Many other studies have already considered the GEV parameters as spatial fields [Naveau et al., 2009], especially in the context of gridded data resulting from climate modeling [Rust et al., 2009; Maraun et al., 2010].”
A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach (2018, background): “…by the exponent measure µ (Balkema and Resnick, 1977), by the Pickands dependence function A (Pickands, 1981), by the tail copula Λ (Schmidt and Stadtmüller, 2006), by the spectral measure Φ (de Haan and Resnick, 1977), by the madogram ν (Naveau et al., 2009), or by other less popular objects.”